+2,523.1%
MULL vs SM
-12.2%
+2,535.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.5% | +14.3% | +12.7% |
| 7D | +17.3% | +0.1% | +17.2% | +17.1% |
| 30D | +23.5% | +26.3% | -2.8% | +13.0% |
| 3M | -24.0% | +8.7% | -32.7% | -27.3% |
| 6M | +276.7% | +51.7% | +225.1% | +164.4% |
| YTD | +565.1% | +99.0% | +466.0% | +263.6% |
| 1Y | +2,802.6% | +34.6% | +2,768.0% | +2,124.9% |
| All | +2,523.1% | -12.2% | +2,535.4% | +2,452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling